+1,197.2%
ENTG vs APD
+1,924.9%
-727.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +7.0% |
| 7D | +2.8% | -2.2% | +5.0% | +4.7% |
| 30D | -4.7% | +2.1% | -6.8% | -6.8% |
| 3M | -0.7% | +7.2% | -7.9% | -8.0% |
| 6M | +7.7% | +11.2% | -3.5% | -3.7% |
| YTD | +65.1% | +24.4% | +40.7% | +33.5% |
| 1Y | +74.8% | +6.7% | +68.1% | +58.2% |
| 3Y | +36.9% | +9.2% | +27.7% | +15.9% |
| 5Y | +16.1% | +27.4% | -11.2% | -14.6% |
| 10Y | +740.3% | +164.8% | +575.5% | +199.9% |
| All | +1,197.2% | +1,924.9% | -727.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling